Finding more Alpha Factors - Algorithmic Trading with Python and Quantopian p. 10



In this tutorial, we see if we can find a few more Alpha factors for our Python with Quantopian trading strategy, based on my theory of what makes a business easy to succeed. https://pythonprogramming.net https://twitter.com/sentdex https://www.facebook.com/pythonprogramming.net/ https://plus.google.com/+sentdex

Comments

  1. What if you want to rank your ratio inversely? as in, low is good and high is bad.
    also, how do you set your code up so that you don't go short and only sell high and buy low.
  2. It seems my Kernel keep on crashing in the first cell. I tried copy/pasting your code, creating new notebooks etc. After ~90sec the Kernel is not busy anymore, but the cell is still showing [*] and not results.
    result will not get defined, I will get an error when trying to run the second cell. Any ideas?

    EDIT: Never mind. Your tip from the next video solved it for me, too :-)
  3. @sentdex Again, at 24:58, your chart is different from mine. Mine seems correct. Maybe a bug?
  4. @sentdex - @ 21:07 my plot doesn't look like yours! My average cum return for the second quantile are positive and negative for the first quantile!
  5. Great vid! Thanks so much!
    -Ryan

    import operation_ratios
  6. I love you man


Additional Information:

Visibility: 1307

Duration: 26m 39s

Rating: 18